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Earlier sources: Markets
Markets connect capital, goods, services, and labor. This region follows economic developments, public markets, venture capital, fintech, and commerce. Source attention does not constitute financial advice or forecast investment returns.
SYMTRI organizes observations from public sources into a living map. Connections reflect shared subject matter; they do not establish causation or endorse a source.
Open in the map ↗261 classified signals in the fourteen-day window. Recent momentum: steady. These counts include signals awaiting readable evidence.
Earlier sources
Up to ten sources with readable evidence, ordered by their feed timestamp. These archive sources can be older than the live fourteen-day window. This list is a sample, not a measure of total activity. Dates distinguish paper publication, repository creation, model/dataset activity, Hacker News posts, and KEV catalog additions. “First archived” records when SYMTRI first stored the signal.
- arXiv · Published · First archived
Residual Learning in Empirical Asset Pricing ↗
Shallow models are special cases of deep models, and deep models theoretically have the potential to outperform the shallow ones. However, the existing empirical asset pricing literature provides strong benchmarks for shallow models. Residual learning allows neural network models in asset pricing to go deeper by preserving and refining their shallow counterparts. The out-of-sample Sharpe ratio for value-weighted long-short portfolios of deep residual models (2.07) is higher than that for the corresponding shallow ones (1.92) and more than twice that of the deep feedforward models (0.89). We sh…
- Hacker News · Posted on Hacker News · First archived
Competing in a Stacked Market ↗
Hacker News discussion.
- OpenAlex · Published · First archived
Phasing Out Coal Power Through Cross‐Border Renewable Energy Trade in the Asia‐Pacific ↗
ABSTRACT Coal remains the backbone of electricity generation in the Asia‐Pacific region, accounting for half of total regional output and two‐thirds of global coal‐fired capacity. The substantial environmental and public‐health externalities of coal highlight the urgent need to accelerate the renewable energy transition. Limited research has examined whether cross‐border renewable energy trade could support a complete coal phase‐out. This study provides a quantitative assessment of how electricity trade under the Regional Comprehensive Economic Partnership can replace coal while maintaining a…
- GitHub · Repository created · First archived
LosaLosSantos/aurelio-finance ↗
Open-source personal finance app with an AI financial advisor: track your net worth, investments, ETFs, cash and debts on your own computer.
- GitHub · Repository created · First archived
jadeapricot27/Hyperliquid-Leaderboard-Analytics ↗
Hyperliquid analytics right in your terminal. Track top traders by PnL, ROI, and account value, monitor ranking changes over time, and identify consistently profitable wallets while separating them from one-hit wonders. Powered by Hyperliquid’s public, read-only info API. Unofficial community project, not affiliated with Hyperliquid.
- GitHub · Repository created · First archived
sonicmountain/Trade-Bot-Hyperliquid ↗
Independently analyze ROI, win rate, and PnL using the public Hyperliquid API, detect martingale/grid recovery strategies, and assess maximum drawdown and risk-adjusted returns. Read-only terminal checker — no trading, no API keys. Unofficial community project, not affiliated with Hyperliquid.
- arXiv · Published · First archived
Modelling Regime Shifts in Continuous Intraday Electricity Markets with State-dependent Hawkes Processes ↗
The growing importance of intraday trading in Europe, driven by the increasing penetration of renewable energy sources, has led to higher volatility and periods of market stress. Understanding how order flow behaves under varying liquidity conditions requires models that adapt to the state of the market. This paper proposes a multivariate state-dependent Hawkes process to model the flow of orders across different liquidity regimes in the intraday continuous electricity market. The observed market states are identified using a proposed Liquidity Stress Index (LSI), which quantifies stress using…
- arXiv · Published · First archived
Beyond Marginal Monitoring: Distributed Joint-Distribution Testing for Data Concept Drift in Large Scale E-Commerce Operations ↗
Concept drift threatens production machine learning, yet the empirical behavior of multivariate two-sample drift detectors at scale remains under-characterized. Existing benchmarks rarely address the hundreds of millions of rows and high-cardinality features typical of industrial-operational datasets. We evaluate five multi-column two-sample tests (marginal, projection-based, and kernel embedding methods) across three complementary environments: the Harvard Dataverse, a validated Failing Loudly reproduction (mean absolute error between 0.030 and 0.053), and a novel synthetic-injection benchmar…
- Hacker News · Posted on Hacker News · First archived
Show HN: Acceptodds a prediction market on which ICLR 2027 papers get accepted ↗
Hi, I built acceptodds, a prediction market on conference peer review. Every ICLR 2027 submission (42k papers) has a market: Accept vs. Reject. Like many in the ML community, I think the current conference/paper situation is a bit broken. I'm not sure how to fix it, but this is my attempt at building something fun to get the conversation started. Some details: - Prices come from Hanson's LMSR (logarithmic market scoring rule). - You can sell and/…
- arXiv · Published · First archived
A Finite Bid--Ask Spread from Replenishment Displaced from the Quote ↗
We give a unified analytic account of a finite bid--ask spread in a two-field reaction--diffusion order book. The model retains separate bid and ask densities in operational time, with diffusion, cancellation, reaction and external order creation. On the symmetric equal-coefficient branch, the imbalance field determines the reaction price, while the total standing density carries the spread geometry. A market-making source is introduced by withholding order placement over a finite interval around the reaction boundary, representing round-trip replenishment displaced from the quote. Under a sep…
Live window recorded . This is the ingestion observation time, not the publication or discovery date of each source.
How to assess evidence about Markets
Check each original source for its methods, release status, limitations, and supporting data. A repository announcement, a preprint, and a published study provide different kinds of evidence. SYMTRI’s subject classification helps discovery; it does not independently validate the source’s claims.
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